Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
48,880 |
50,980 |
2,100 |
4.3% |
47,405 |
High |
51,620 |
52,330 |
710 |
1.4% |
51,620 |
Low |
48,225 |
50,685 |
2,460 |
5.1% |
45,745 |
Close |
51,240 |
51,480 |
240 |
0.5% |
51,240 |
Range |
3,395 |
1,645 |
-1,750 |
-51.5% |
5,875 |
ATR |
3,134 |
3,028 |
-106 |
-3.4% |
0 |
Volume |
1,711 |
3,475 |
1,764 |
103.1% |
4,406 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56,433 |
55,602 |
52,385 |
|
R3 |
54,788 |
53,957 |
51,932 |
|
R2 |
53,143 |
53,143 |
51,782 |
|
R1 |
52,312 |
52,312 |
51,631 |
52,728 |
PP |
51,498 |
51,498 |
51,498 |
51,706 |
S1 |
50,667 |
50,667 |
51,329 |
51,083 |
S2 |
49,853 |
49,853 |
51,178 |
|
S3 |
48,208 |
49,022 |
51,028 |
|
S4 |
46,563 |
47,377 |
50,575 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67,160 |
65,075 |
54,471 |
|
R3 |
61,285 |
59,200 |
52,856 |
|
R2 |
55,410 |
55,410 |
52,317 |
|
R1 |
53,325 |
53,325 |
51,779 |
54,368 |
PP |
49,535 |
49,535 |
49,535 |
50,056 |
S1 |
47,450 |
47,450 |
50,701 |
48,493 |
S2 |
43,660 |
43,660 |
50,163 |
|
S3 |
37,785 |
41,575 |
49,624 |
|
S4 |
31,910 |
35,700 |
48,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52,330 |
45,745 |
6,585 |
12.8% |
2,168 |
4.2% |
87% |
True |
False |
1,576 |
10 |
52,330 |
45,610 |
6,720 |
13.1% |
2,552 |
5.0% |
87% |
True |
False |
1,275 |
20 |
60,015 |
45,610 |
14,405 |
28.0% |
2,822 |
5.5% |
41% |
False |
False |
1,097 |
40 |
70,200 |
45,610 |
24,590 |
47.8% |
3,189 |
6.2% |
24% |
False |
False |
727 |
60 |
70,200 |
43,935 |
26,265 |
51.0% |
3,214 |
6.2% |
29% |
False |
False |
552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59,321 |
2.618 |
56,637 |
1.618 |
54,992 |
1.000 |
53,975 |
0.618 |
53,347 |
HIGH |
52,330 |
0.618 |
51,702 |
0.500 |
51,508 |
0.382 |
51,313 |
LOW |
50,685 |
0.618 |
49,668 |
1.000 |
49,040 |
1.618 |
48,023 |
2.618 |
46,378 |
4.250 |
43,694 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
51,508 |
51,079 |
PP |
51,498 |
50,678 |
S1 |
51,489 |
50,278 |
|